According to the Ballad Index, the earliest recording or publishing dates were 1930 for 'Little Maggie' (Grayson and Whitter) and 1932 for 'Darling Corey'. The Fiddler's Companion indicates that Tommy Jarrell learned 'Little Maggie' in Round Peak about 1914-1916, and Richard Nevins suggests it was known a generation before that in Grayson County - exemplifying the isolation of life in those regions. Nevins provides a sad tale that Jarrell told about the death of his young cousin that occurred about the time he first learned the song:

I was coming from the mill on horseback carrying a sack of cornmeal and all at once I saw the smoke and heard the younguns come running towards me crying, 'Jullie's burnt up and the house is a-fire.' I jumped off the horse and ran as fast as I could to the house--later I though about how much faster I could have gotten there by throwing the meal off and riding the horse, but you don't think clear at times like that. When I reached the door I saw Aunt Susan kneeling on the floor above Julie, weeping, her hands all blistered from beating out the fire with a quilt. Jullie was laying there crying, but there wasn't much we could do for her so we ran to the spring for water to put out the fire in the house. They put Jullie to bed right away--her whole body was burned up to her chin, and at first she cried in pain but after a while she didn't feel anything at all. That evening as she was laying there she asked me to get my banjo and sing "Little Maggie" for her. That was the only thing she wanted to hear--it had just recently come around and everyone seemed to take to it. I expect I played it the best I ever had in my life, with the most feeling, anyway. It seemed to comfort her and pick up her spirits a little, but by the following morning she was dead. (Richard Nevins)

It seems that 'Darling Corey' may also date from the late 19th century. It shares words with 'Country Blues' as well as 'Little Maggie'. Dock Boggs recorded 'Country Blues' in 1927 and had learned it from Homer Crawford of Tennessee probably about 1914 under the title 'Hustling Gamblers'. Boggs added verses of his own. In his notes to the Revenant reissue of Boggs' complete early recordings, Barry O'Connell suggests that this 'lyric and tune family' (Hustling Gamblers, Darling Corey, Country Blues etc)'has been around in the southern mountains for over a century'. He went on to say: 'The family of tunes probably originates late in the 19th century and belongs to the then developing tradition of white blues ballads'.

Hoping this is of assistance - but it may be simply muddying the waters further.

Cheers, Stewie.